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Genetic Algorithms and Genetic Programming in Computational Finance

Jazyk AngličtinaAngličtina
Kniha Brožovaná
Kniha Genetic Algorithms and Genetic Programming in Computational Finance Shu Heng Chen
Libristo kód: 02247298
Nakladateľstvo Springer-Verlag New York Inc., november 2012
After a decade of development, genetic algorithms and genetic programming have become a widely accep... Celý popis
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After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Genetic Algorithms and Genetic Programming in Computational Finance is a pioneering volume devoted entirely to a systematic and comprehensive review of this subject. Chapters cover various areas of computational finance, including financial forecasting, trading strategies development, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock markets. Two tutorial chapters are also included to help readers quickly grasp the essence of these tools. Finally, a menu-driven software program, Simple GP, accompanies the volume, which will enable readers without a strong programming background to gain hands-on experience in dealing with much of the technical material introduced in this work.

Informácie o knihe

Celý názov Genetic Algorithms and Genetic Programming in Computational Finance
Jazyk Angličtina
Väzba Kniha - Brožovaná
Dátum vydania 2012
Počet strán 489
EAN 9781461352624
ISBN 1461352622
Libristo kód 02247298
Váha 783
Rozmery 155 x 235 x 28
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